+713.5%
WPM vs EXEL
+325.9%
+387.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.6% | -2.7% |
| 7D | -0.5% | +1.6% | -2.1% | -0.6% |
| 30D | -3.1% | +17.4% | -20.5% | -4.0% |
| 3M | -2.2% | +38.6% | -40.8% | -3.9% |
| 6M | -7.4% | +41.2% | -48.6% | -9.1% |
| YTD | +12.6% | +59.3% | -46.7% | +9.9% |
| 1Y | +22.8% | +60.2% | -37.4% | +19.8% |
| 3Y | +213.6% | +232.6% | -18.9% | +194.8% |
| 5Y | +211.2% | +285.9% | -74.7% | +189.5% |
| All | +713.5% | +325.9% | +387.6% | +714.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EXEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling